Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48863.78 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42180.18 Kr¶

PnL: ---------------------------------------> -253.1 Kr¶

DD now: ---------------------------------> -8.013 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:28:25.783904'

Anic Portfolio¶

Today¶

Return: -0.891 %¶

This Week¶

Return: -0.891 %¶

Total portfolio value¶

Return including deposits: 59.967 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.350000 1660.860000 193.320000 13.170000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
HEXPOL B 9 0.260000 1031.400000 13.500000 1.330000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
JM 6 1.250000 873.000000 10.800000 1.250000 862.200000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.800000 940.500000 7.500000 0.800000 933.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
Sagax B 4 0.700000 858.000000 6.000000 0.700000 852.000000
ASSA ABLOY B 3 0.350000 779.700000 2.700000 0.350000 777.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Hexatronic Group 12 -0.150000 963.120000 -1.440000 -0.150000 964.560000
AcadeMedia 8 -0.770000 399.680000 -1.520000 -0.380000 401.200000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
SKF B 5 -0.510000 933.250000 -4.750000 -0.510000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
EQT 4 -0.960000 821.600000 -8.000000 -0.960000 829.600000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Byggmax Group 33 -1.110000 943.800000 -10.560000 -1.110000 954.360000
Addnode Group B 11 -1.680000 903.100000 -15.400000 -1.680000 918.500000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Alimak Group 11 -2.490000 903.100000 -23.100000 -2.490000 926.200000
Latour B 4 -4.070000 820.400000 -34.800000 -4.070000 855.200000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Indutrade 5 -3.460000 1172.500000 -42.000000 -3.460000 1214.500000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -7.530000 1346.360000 -108.640000 -7.470000 1455.000000
TOTAL 42185.180000 -248.100000 -8.00366% 42433.280000

Updated:¶

'2023-07-03 14:27:14.266752'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶